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subject:"Schätztheorie"
~person:"Giles, David E. A."
~subject:"1961-1981"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Statistische Methodenlehre"
~type:"book"
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Schätztheorie
1961-1981
Autocorrelation
Einheitswurzeltest
Statistische Methodenlehre
Theorie
29
Theory
29
Estimation theory
16
Time series analysis
4
Zeitreihenanalyse
4
Econometrics
3
Maismarkt
3
Maize market
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Rational expectations
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Rationale Erwartung
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Sojabohne
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Regressionsanalyse
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1968-1994
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21
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15
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15
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English
18
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Giles, David E. A.
Härdle, Wolfgang
79
Phillips, Peter C. B.
72
Pesaran, M. Hashem
63
Franses, Philip Hans
39
Gouriéroux, Christian
36
McAleer, Michael
30
Breitung, Jörg
28
Diebold, Francis X.
28
Robert, Christian P.
26
Swanson, Norman R.
26
Gil-Alaña, Luis A.
25
Heckman, James J.
25
Imbens, Guido
24
Lütkepohl, Helmut
24
Saikkonen, Pentti
24
Lanne, Markku
23
Maravall Herrero, Agustín
23
Kilian, Lutz
22
Hafner, Christian M.
21
Haldrup, Niels
20
Kohn, Robert
20
Taylor, Robert
20
Kleibergen, Frank
19
Teräsvirta, Timo
19
Brännäs, Kurt
18
Dijk, Herman K. van
18
Kunst, Robert M.
18
Spokojnyj, Vladimir G.
18
Stahlecker, Peter
18
Angrist, Joshua D.
17
Lieberman, Offer
17
Eckstein, Peter P.
16
Guégan, Dominique
16
Huschens, Stefan
16
Koop, Gary
16
Monfort, Alain
16
Winkelmann, Rainer
16
Andrews, Donald W. K.
15
Caporale, Guglielmo Maria
15
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
5
Statistics : textbooks and monographs
2
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ECONIS (ZBW)
18
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1
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
2
Handbook of applied economic statistics
Ullah, Aman
(
ed.
);
Giles, David E. A.
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10013282228
Saved in:
3
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
4
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
5
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
6
Alternative strategies for "augmenting" the Dickey-Fuller test : size-robustness in the face of pre-testing
Dods, Johannah L.
;
Giles, David E. A.
-
1994
Persistent link: https://www.econbiz.de/10000970179
Saved in:
7
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
8
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
9
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
10
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
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